论文标题

反向高斯序列空间模型中的自适应minimax测试

Adaptive minimax testing in inverse Gaussian sequence space models

论文作者

Schluttenhofer, Sandra, Johannes, Jan

论文摘要

在具有对操作员的其他嘈杂观察的逆高斯序列空间模型中,我们同时得出了非扰动的最小值半径,用于测试椭圆形型替代方案,以同时进行信号检测问题(针对零测试)和合适的测试问题(针对正规序列进行测试),而没有任何正常的假设)。半径是两个术语的最大值,每个术语仅取决于噪声水平之一。有趣的是,涉及操作员噪声水平的术语明确取决于零假设和信号检测情况中的消失。最小值半径是通过首先显示用于任意零假设和噪声水平的下限来确定的。对于上限,我们考虑两个测试程序,这是基于估计图像空间中能量和间接测试的直接测试。在温和的假设下,我们证明间接测试的测试半径可实现下限,这显示了半径和测试的最小值。我们强调了直接测试也可以最佳性能的假设。此外,我们采用经典的Bonferroni方法来使间接测试和直接测试适应性相对于替代方案的规律性。自适应测试的半径通过附加的对数因子恶化,我们表明这是不可避免的。考虑到Sobolev空间以及轻度或严重的逆问题,结果说明了结果。

In the inverse Gaussian sequence space model with additional noisy observations of the operator, we derive nonasymptotic minimax radii of testing for ellipsoid-type alternatives simultaneously for both the signal detection problem (testing against zero) and the goodness-of-fit testing problem (testing against a prescribed sequence) without any regularity assumption on the null hypothesis. The radii are the maximum of two terms, each of which only depends on one of the noise levels. Interestingly, the term involving the noise level of the operator explicitly depends on the null hypothesis and vanishes in the signal detection case. The minimax radii are established by first showing a lower bound for arbitrary null hypotheses and noise levels. For the upper bound we consider two testing procedures, a direct test based on estimating the energy in the image space and an indirect test. Under mild assumptions, we prove that the testing radius of the indirect test achieves the lower bound, which shows the minimax optimality of the radius and the test. We highlight the assumptions under which the direct test also performs optimally. Furthermore, we apply a classical Bonferroni method for making both the indirect and the direct test adaptive with respect to the regularity of the alternative. The radii of the adaptive tests are deteriorated by an additional log-factor, which we show to be unavoidable. The results are illustrated considering Sobolev spaces and mildly or severely ill-posed inverse problems.

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